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Winnipeg Jets right wing Michael Frolik (67) scores against Anaheim Ducks goalie Frederik Andersen (31) during the second period of Game 3 of the opening round of the Stanley Cup NHL hockey playoffs, Monday, April 20, 2015, in Winnipeg, Manitoba. ... more >

WINNIPEG, Manitoba (AP) - For teams in the NHL playoffs, the clinching fourth win is often the hardest one to get in a series.

But for the Winnipeg Jets, it’s the first win that’s giving them trouble.

Leading in the third period in the first three games against the Anaheim Ducks, the Jets found a way to lose all of them to fall into a 3-0 hole in the first-round series.

They face elimination in Game 4 on Wednesday night knowing they’ve been close in each game and yet have still dug themselves a big hole.

“We know we’ve got a tough hill to climb here,” defenseman Mark Stuart said Tuesday. “But we’re a still a confident group. It’s not like we’re sitting here like, ‘Oh, we can’t beat this team.’ We know we can beat this team.”

The Jets were probably the better team in two of the three games so far, including the overtime defeat Monday night at MTS Centre.

They’ve led for more than 65 minutes to Anaheim’s 11, and it has felt like an even bigger disparity.

“Let’s not forget that we haven’t held the lead for more than 10 minutes all series and we’re up 3-0,” Ducks coach Bruce Boudreau said. “So this could very easily be the other way.”

That’s little consolation for a team on the brink.

But the first step for Winnipeg is to block out the daunting situation and focus on particular aspects of hockey that need to be better for Game 4.

One problem is not being able to hold onto late leads. Winger Blake Wheeler said players care so much that they’ve tightened up, and it doesn’t help that going ahead and losing has become a pattern.

“If we had closed out one of these games you might see a little different confidence level with us in those situations,” Wheeler said. “But that confidence is earned. At the end of the day you’ve got to close the door and we’re getting closer by the minute.”

Time may run out before the Jets find the solution. What they can lean on is a lot of the positives, such as an improved third period in Game 3 and playing the Ducks so tight.

“We’ve done a lot of good things,” Stuart said. “Just a matter of not doing more, just doing the things we’ve been doing a little better and getting a win and then we’ll regroup and concentrate on the next one.”

The first job is to do just that: reduce the picture to one game and not what could happen after.

“We’ve been able to focus on one game all year and pour everything we have into it,” Wheeler said. “Repercussions of winning losing - at this point I think we’re able to throw that out the door and just pour everything we have into tomorrow.”

MTS Centre was so loud for Game 3, the first Stanley Cup playoff game in Winnipeg in 19 years that Boudreau kept tapping players on the back to tell them they were up next because of the fear they wouldn’t hear him.

The Ducks expect a similar kind of atmosphere Wednesday night.

“They don’t want it to end. They’ll do anything for it not to end,” Anaheim winger Corey Perry said. “It’s probably going to be a little bit harder than last night. They came out hard. But I have a feeling they’re going to come out even harder and the crowd is going to be into it.”

The Ducks are confident but also remember that the Los Angeles Kings came back from this deficit last year against the San Jose Sharks.

They’re determined not to let that occur again.

“You’ve got a team on their heels and we have our foot right on the throat where we want it, so we’ve just got to finish them off,” goaltender Frederik Andersen said. “We don’t want to give them any hope.”

Hope is in short supply given that only four teams in NHL history have come back from a 3-0 series deficit to win it.

But adversity is nothing new for the Jets, and they have no choice but to embrace the situation they’ve fallen into.

“When we have our backs against the wall, we play our best hockey and come up with our best efforts,” captain Andrew Ladd said.

“A lot of that has to do with the group we have and how much we care about winning and about each other. I don’t know why that would change tomorrow.”